+589.4%
SE vs PNC
+142.4%
+447.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.1% | +1.4% | -7.5% | -6.6% |
| 30D | -2.5% | -3.8% | +1.4% | -0.9% |
| 3M | +21.7% | +9.0% | +12.7% | +17.3% |
| 6M | +27.0% | +16.6% | +10.4% | +18.8% |
| YTD | -12.1% | +20.4% | -32.6% | -19.1% |
| 1Y | -40.9% | +22.3% | -63.3% | -46.1% |
| 3Y | +191.0% | +124.5% | +66.5% | +101.9% |
| 5Y | -68.3% | +54.1% | -122.3% | -74.1% |
| All | +589.4% | +142.4% | +447.0% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling